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~person:"Melenberg, Bertrand"
~subject:"Integer programming"
~subject:"Risiko"
~subject:"Risikomaß"
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Melenberg, Bertrand
Hertog, Dirk den
13
Dam, Edwin Robert van
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Husslage, Bart
3
Postek, Krzysztof Stanisław
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Ben-Tal, Aharon
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Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław
;
Hertog, Dirk den
; …
-
2015
-
Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
Saved in:
2
Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.
;
Hertog, Dirk den
;
Melenberg, Bertrand
-
2014
Persistent link: https://www.econbiz.de/10011282869
Saved in:
3
Robust solutions of optimization problems affected by uncertain probabilities
Ben-Tal, Aharon
;
Hertog, Dirk den
;
De Waegenaere, Anja
; …
- In:
Management science : journal of the Institute for …
59
(
2013
)
2
,
pp. 341-357
Persistent link: https://www.econbiz.de/10009713913
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